-9.9%
COST vs SITM
+86.5%
-96.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.9% |
| 7D | -2.8% | +3.7% | -6.5% | -2.6% |
| 30D | -5.3% | -14.5% | +9.2% | -5.8% |
| 3M | -6.7% | -10.6% | +3.9% | -6.6% |
| 6M | -9.9% | +65.5% | -75.5% | -8.7% |
| All | -9.9% | +86.5% | -96.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling